+758.9%
COST vs AVAV
+358.8%
+400.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | +4.6% | 0.0% | +4.6% | +4.4% |
| 30D | +12.8% | -9.9% | +22.7% | +13.4% |
| 3M | +12.1% | -34.7% | +46.8% | +15.6% |
| 6M | +6.0% | -26.6% | +32.6% | +7.3% |
| YTD | +24.4% | -48.9% | +73.3% | +28.6% |
| 1Y | +17.1% | -63.0% | +80.1% | +24.7% |
| 3Y | +92.2% | +1.6% | +90.6% | +77.3% |
| 5Y | +122.5% | +34.5% | +88.0% | +93.5% |
| 10Y | +758.9% | +359.3% | +399.6% | +536.4% |
| All | +758.9% | +358.8% | +400.2% | +536.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling